-87.2%
MSTU vs IRM
+19.5%
-106.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.6% | +7.5% |
| 7D | -4.8% | +2.6% | -7.4% | -8.4% |
| 30D | -29.6% | +5.6% | -35.2% | -34.8% |
| 3M | +69.4% | -4.7% | +74.1% | +83.7% |
| 6M | -62.2% | -6.1% | -56.1% | -58.9% |
| YTD | -61.1% | +46.3% | -107.4% | -82.9% |
| 1Y | -87.2% | +18.7% | -105.9% | -91.9% |
| All | -87.2% | +19.5% | -106.6% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling